| Trading Metrics calculated at close of trading on 26-Sep-2007 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2007 |
26-Sep-2007 |
Change |
Change % |
Previous Week |
| Open |
2,079.00 |
2,098.00 |
19.00 |
0.9% |
2,024.75 |
| High |
2,101.00 |
2,117.75 |
16.75 |
0.8% |
2,080.75 |
| Low |
2,071.25 |
2,097.50 |
26.25 |
1.3% |
2,000.25 |
| Close |
2,097.50 |
2,109.50 |
12.00 |
0.6% |
2,068.50 |
| Range |
29.75 |
20.25 |
-9.50 |
-31.9% |
80.50 |
| ATR |
31.98 |
31.14 |
-0.84 |
-2.6% |
0.00 |
| Volume |
327,183 |
275,794 |
-51,389 |
-15.7% |
1,770,268 |
|
| Daily Pivots for day following 26-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,169.00 |
2,159.50 |
2,120.75 |
|
| R3 |
2,148.75 |
2,139.25 |
2,115.00 |
|
| R2 |
2,128.50 |
2,128.50 |
2,113.25 |
|
| R1 |
2,119.00 |
2,119.00 |
2,111.25 |
2,123.75 |
| PP |
2,108.25 |
2,108.25 |
2,108.25 |
2,110.50 |
| S1 |
2,098.75 |
2,098.75 |
2,107.75 |
2,103.50 |
| S2 |
2,088.00 |
2,088.00 |
2,105.75 |
|
| S3 |
2,067.75 |
2,078.50 |
2,104.00 |
|
| S4 |
2,047.50 |
2,058.25 |
2,098.25 |
|
|
| Weekly Pivots for week ending 21-Sep-2007 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,291.25 |
2,260.50 |
2,112.75 |
|
| R3 |
2,210.75 |
2,180.00 |
2,090.75 |
|
| R2 |
2,130.25 |
2,130.25 |
2,083.25 |
|
| R1 |
2,099.50 |
2,099.50 |
2,076.00 |
2,115.00 |
| PP |
2,049.75 |
2,049.75 |
2,049.75 |
2,057.50 |
| S1 |
2,019.00 |
2,019.00 |
2,061.00 |
2,034.50 |
| S2 |
1,969.25 |
1,969.25 |
2,053.75 |
|
| S3 |
1,888.75 |
1,938.50 |
2,046.25 |
|
| S4 |
1,808.25 |
1,858.00 |
2,024.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,117.75 |
2,052.75 |
65.00 |
3.1% |
23.50 |
1.1% |
87% |
True |
False |
323,752 |
| 10 |
2,117.75 |
2,000.25 |
117.50 |
5.6% |
27.00 |
1.3% |
93% |
True |
False |
287,975 |
| 20 |
2,117.75 |
1,970.00 |
147.75 |
7.0% |
29.75 |
1.4% |
94% |
True |
False |
145,930 |
| 40 |
2,117.75 |
1,835.25 |
282.50 |
13.4% |
35.75 |
1.7% |
97% |
True |
False |
73,038 |
| 60 |
2,117.75 |
1,835.25 |
282.50 |
13.4% |
33.75 |
1.6% |
97% |
True |
False |
48,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,203.75 |
|
2.618 |
2,170.75 |
|
1.618 |
2,150.50 |
|
1.000 |
2,138.00 |
|
0.618 |
2,130.25 |
|
HIGH |
2,117.75 |
|
0.618 |
2,110.00 |
|
0.500 |
2,107.50 |
|
0.382 |
2,105.25 |
|
LOW |
2,097.50 |
|
0.618 |
2,085.00 |
|
1.000 |
2,077.25 |
|
1.618 |
2,064.75 |
|
2.618 |
2,044.50 |
|
4.250 |
2,011.50 |
|
|
| Fisher Pivots for day following 26-Sep-2007 |
| Pivot |
1 day |
3 day |
| R1 |
2,109.00 |
2,103.75 |
| PP |
2,108.25 |
2,098.00 |
| S1 |
2,107.50 |
2,092.00 |
|